Soc. Generale Put 40 CMCSA 17.01.2025
/ DE000SY00694
Soc. Generale Put 40 CMCSA 17.01..../ DE000SY00694 /
| 1/10/2025 12:07:12 PM |
Chg.-0.020 |
Bid12:51:55 PM |
Ask12:51:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.270
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Comcast Corporation |
40.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY0069 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.03 |
| Break-even: |
35.85 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.82 |
| Theta: |
-0.05 |
| Omega: |
-9.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.310 |
0.100 |
| 6M High / 6M Low: |
0.380 |
0.032 |
| High (YTD): |
1/7/2025 |
0.310 |
| Low (YTD): |
1/6/2025 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.87% |
| Volatility 6M: |
|
641.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |